Risk Management in Commodity Markets / Wiley Finance Series (PDF)
From Shipping to Agriculturals and Energy
(Sprache: Englisch)
Commodities represent today the fastest growing markets worldwide.
Historically misunderstood, generally under- studied and under-
valued, certainly under- represented in the literature, commodities
are suddenly receiving the attention they...
Historically misunderstood, generally under- studied and under-
valued, certainly under- represented in the literature, commodities
are suddenly receiving the attention they...
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Commodities represent today the fastest growing markets worldwide.
Historically misunderstood, generally under- studied and under-
valued, certainly under- represented in the literature, commodities
are suddenly receiving the attention they deserve.
Bringing together some of the best authors in the field, this
book focuses on the risk management issues associated with both
soft and hard commodities: energy, weather, agriculturals, metals
and shipping. Taking the reader through every part of the
commodities markets, the authors discuss the intricacies of
modelling spot and forward prices, as well as the design of new
Futures markets. The book also looks at the use of options and
other derivative contract forms for hedging purposes, as well as
supply management in commodity markets. It looks at the
implications for climate policy and climate research and analyzes
the various freight derivatives markets and products used to manage
shipping and freight risk in a global commodity world.
It is required reading for energy and mining companies,
utilities' practitioners, commodity and cash derivatives
traders in investment banks, CTA's and hedge funds
Historically misunderstood, generally under- studied and under-
valued, certainly under- represented in the literature, commodities
are suddenly receiving the attention they deserve.
Bringing together some of the best authors in the field, this
book focuses on the risk management issues associated with both
soft and hard commodities: energy, weather, agriculturals, metals
and shipping. Taking the reader through every part of the
commodities markets, the authors discuss the intricacies of
modelling spot and forward prices, as well as the design of new
Futures markets. The book also looks at the use of options and
other derivative contract forms for hedging purposes, as well as
supply management in commodity markets. It looks at the
implications for climate policy and climate research and analyzes
the various freight derivatives markets and products used to manage
shipping and freight risk in a global commodity world.
It is required reading for energy and mining companies,
utilities' practitioners, commodity and cash derivatives
traders in investment banks, CTA's and hedge funds
Autoren-Porträt
HELYETTE GEMAN is a Professor of Finance at Birkbeck,University of London and ESSEC Graduate Business School. She is a
graduate of l'École Normale Supérieure in
Mathematics, holds a Masters degree in Theoretical Physics and a
PhD in Mathematics from the University Pierre et Marie Curie and a
PhD in Finance from the University Panthéon Sorbonne.
Professor Geman has been a scientific advisor to major financial
institutions and energy and mining companies for the last 18 years,
covering the spectrum of interest rates, catastrophic risk, oil,
natural gas, electricity and metals. She was previously the head of
Research and Development at Caisse des Dépôts. Professor
Geman was the first president of the Bachelier Finance Society and
has published more than 95 papers in top international finance
Journals including the Journal of Finance, Journal of Financial
Economics, Mathematical Finance. She is a Member of Honour of the
French Society of Actuaries. Professor Geman's research includes
interest rates and catastrophic insurance, asset price and
commodity forward curve modelling, hedge funds and alternative
investments, as well as exotic option pricing for which she won the
first prize of the Merrill Lynch Awards in 1994. Her work on
catastrophic options and CAT bonds and book Insurance and Weather
Derivatives (1998) received the AFIR (actuarial approach to
financial risk) prize. Prof Geman was named in 2004 in the
Hall of Fame of Energy Risk and received in July 2008 the ISA medal
for Sciences of the Alma Mater University of Bologna for the CGMY
model, a pure jump Levy process widely used in finance since
2002.
Her reference book Commodities and Commodity Derivatives was
published by Wiley Finance in January 2005. Professor Geman is a
Member of the Board of the UBS-Bloomberger Commodity Index.
Bibliographische Angaben
- 2009, 1. Auflage, 320 Seiten, Englisch
- Herausgegeben: Helyette Geman
- Verlag: John Wiley & Sons
- ISBN-10: 0470740817
- ISBN-13: 9780470740811
- Erscheinungsdatum: 22.01.2009
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Größe: 3.14 MB
- Mit Kopierschutz
Sprache:
Englisch
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